+222.7%
B vs PTC
+317.3%
-94.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -2.7% | +0.5% | -3.2% | -2.7% |
| 30D | -4.3% | +0.9% | -5.2% | -4.4% |
| 3M | -2.3% | +30.4% | -32.7% | -5.1% |
| 6M | -16.2% | +34.4% | -50.6% | -19.1% |
| YTD | -8.8% | +12.6% | -21.4% | -10.4% |
| 1Y | +11.4% | +10.2% | +1.2% | +9.7% |
| 3Y | +174.3% | +29.4% | +144.9% | +162.7% |
| 5Y | +116.2% | +63.7% | +52.4% | +100.2% |
| 10Y | +222.7% | +316.9% | -94.1% | +182.7% |
| All | +222.7% | +317.3% | -94.6% | +182.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling